A supposedly fun role-play game turns upside down the life of mega rich businessman, Nicholas van Orton (Michael Douglas), a man already haunted by the suicide of his father.

In David Fincher’s follow up to the magnificent Se7en, the gradual build-up of paranoia is gripping, but the final reveal expects us to swallow a few too many improbabilities. It seems in part an homage to the paranoia thrillers of the Seventies, particularly Alan J Pakula’s The Parallax View, with the mysterious company’s audio-visual ‘assessment’ and Howard Shore’s music score.

It’s set, and mainly filmed in, San Francisco, where Nicholas Van Orton supposedly lives at ‘2210 Broadway’, “the biggest house on the street”. There is a mansion here, at the junction with Webster Street up toward the Marina District but it’s not the one seen in the film.

Van Orton’s grand home isn’t in San Francisco at all. It’s the Filoli Mansion, 86 Cañada Road, Woodside, about 25 miles south of the city. TV viewers may well remember it as the mansion seen in the opening credits of glossy 1980s soap Dynasty, while to film fans it will be the mansion in which Warren Beatty finds himself ensconced in 1978's Heaven Can Wait, or perhaps the grand house in Wayne Wang’s The Joy Luck Club or 1997 comedy George Of The Jungle.

The awkward name ‘Filoli’ was concocted from the initial two letters from the words of the motto of William Bourne, the estate's first owner: “Fight for a just cause; Love your fellow man; Live a good life”.

Stressed out and permanently bad tempered, Nicholas arrives for another day of snapping into the phone at the ‘Van Orton Building, 207 Sansome Street’. This is the discreet side entrance to the Merchants Exchange Building, 75 Leidesdorff Street, off California Street in the Financial District. One of the few buildings to have survived the 1906 earthquake, if you’re in a similar pay grade to Van Orton, you can hire it for corporate events or extremely lavish weddings.

Its famous Julia Morgan Ballroom became the Van Orton boardroom and the building also provided the ‘men’s athletic club’ where Van Orton’s curiosity is later piqued by an overheard conversation.

Julia Morgan was not only the architect of William Randolph Hearst’s castle at San Simeon – the inspiration for Citizen Kane's 'Xanadu' – but also designed the Herald Examiner Building, downtown Los Angeles where much of The Usual Suspects and Insidious, among many other productions, were shot.

The Game location: Nicholas van Orton gets the gift from his brother: City Club, Sansome Street, San Francisco

Nicholas gets a dinner invitation from ‘Seymour Butts’, a typically schoolboy pseudonym for his roguish younger brother Conrad (Sean Penn). It’s in the Main Dining Room on the 11th floor of the City Club of San Francisco, 155 Sansome Street, that Conrad presents his sibling with the life-changing gift – an invite from ‘Consumer Recreation Services’ which, it is claimed, will “make your life fun”.

You can hire the prestigious City Club, too, which boasts a Diego Rivera mural on its stairwell, as a wedding venue.

The elder Van Orton doesn’t have much time for fun in his packed schedule but when he realises a business meeting he’s attending on ‘Montgomery Street’ shares its premises with the mysterious ‘CRS’ organisation, he gives their ‘personality test’ a whirl.

Initially wrongfooted by a rejection of his application to join the adventure, Nicholas is disconcerted by the appearance of a creepy dummy clown which seems to indicate that the game has begun anyway.

This triggers the first twitchy intimations of paranoia for Nicholas as everyone around him in the Departure Lounge of San Francisco International Airport becomes a potential player in the scenario.

The ruthless Van Orton is on his way to Seattle to sack under-performing publisher Anson Baer (Armin Mueller-Stahl). Don’t be fooled by the ‘Seattle’s Finest Coffee House’ sign next door, the office of ‘Little Baer Books’ is 111 Sutter Street at Montgomery Street, Downtown San Francisco.

Back in – well – San Francisco, it doesn’t feel remotely accidental when, back at the City Club, a waitress spills a glass of red wine down his shirt as he’s waiting for his brother.

Even more suspiciously, as he chases the waitress Catherine (Deborah Kara Unger) into the street, a sudden medical emergency finds them whizzed off to the ‘Mercy Hospital San Francisco’.

The lights fail, the staff and patients disappear, and it’s clear this is one more stage of the game. The ‘hospital’ entrance is, once again, the LA Center Studios on West Fifth Street in Los Angeles.

The Game location: Nicholas and Catherine escape from the 'hospital': Exchange LA, South Spring Street, Downtown Los Angeles

We stay in LA as the pair escape from the ‘hospital’ and the briefly-glimpsed sign on the wall reveals this to be the Los Angeles Stock Exchange, 618 Spring Street, now housing nightclub Exchange LA which went on to be featured in David Fincher’s The Social Network.

Nicholas and Catherine are still in Los Angeles as they reassure a cop-car patrol that they’re OK outside the grand entrance of the PacMutual Building, 523 West Sixth Street, sandwiched between Thomas Bros Maps and Fox Photo 1-Hour Lab (a quaintly dated concept) – neither still occupying these premises. The building’s imposing Beaux Arts lobby, by the way, provided the entrance to the ‘Memorial Archive’ for Star Trek Into Darkness.

When Nicholas receives a message that his AMEX card is being held at the Hotel Nikko, where it seems he’s spent a wildly debauched night, it’s back to San Francisco. The film plays fair, and this is the real thing: Hotel Nikko, 222 Mason Street.

As Velvet Underground’s White Rabbit pulses on the soundtrack, Nicholas finds his home has been vandalised and, yes, that fluorescent graffiti is the real interior of Filoli. Nicholas is surprised by his panic-stricken brother who warns him the CRS is a dangerous scam.

Driving away from the house, their car suffers a blow-out on California Street, forcing Nicholas to turn off onto Mason Street, alongside the InterContinental Mark Hopkins San Francisco hotel (featured in Bullitt) which you can see in the background. A glove compartment full of CRS keys convinces Conrad his brother is “with them”.

Here the geography gets a little wonky.

The flight of steps on which Nicholas and Conrad have a flaming row is a block and a half north, at the eastern end of Joice Street running down from California to Pine, coming out alongside 750 Pine Street.

Seeming to be at the bottom of the steps, Conrad sprints down Stockton Street to the junction with Bush Street. He disappears down more steps to the lower level of Stockton and the southern entrance to the Stockton Street Tunnel.

At the top of the steps, the nagging insistence of the public phone ringing in a nearby laundromat prompts Nicholas to pick up the receiver, only to hear a recording of the preceding confrontation with his brother.

The Bush & Stockton Coin Laundry is still in business at 600 Bush Street on the northwest corner of Stockton.

Nicholas flags down a cab on Bush Street but, wouldn’t you know it, his driver (Tommy Flanagan) suddenly leaps out and leaves the cab to plunge into the waters of the Bay at Pier 24 on the Embarcadero waterfront.

The stunt required an elaborate water housing for the three-camera shot, and close-ups shot in the water tanks at Sony stages in Culver City, Los Angeles.

Having survived the freezing waters of the Bay, Nicholas leads the cops to the offices of CRS which it turns out are now standing empty.

Even Christine (if that is her name) is in on the plot and, after being slipped a Mickey Finn, Nicholas wakes up in a coffin in a Mexican graveyard.

Fincher now begins to reference Sam Peckinpah’s Bring Me The Head Of Alfredo Garcia (Van Orton is suddenly sporting a grubby white suit) as he finds he’s been dumped in Mexicali, the capital of Baja California on the Mexico-California border.

The Game location: Nicholas is told his brother has been hospitalised: Palace Hotel, New Montgomery Street, San Francisco

Once back in San Francisco, Nicholas looks for Conrad at the Palace Hotel, 2 New Montgomery Street in San Francisco’s Financial District, only to be told his brother has been hospitalised after suffering a nervous breakdown.

Eventually he realises that Feingold (James Rebhorn), the guy who signed him up to CRS, is an actor and is able to track him down to San Francisco Zoo, Sloat Boulevard at 47th Highway – famously seen in The Graduate.

Under pressure, Feingold leads Nicholas to the cafeteria of the CRS organisation, which was created in the Letterman Army Hospital on the grounds of The Presidio, the former military base stretching out over some of the city’s most scenic property at the entrance to the Golden Gate Bridge. The hospital was decommissioned in 1994 and demolished in 2002. In 2005, Lucasfilm redeveloped the site to become the Letterman Digital Arts Center, the home of Industrial Light and Magic, LucasArts, and Lucasfilm's marketing. The Lobby of its Building B is open to the public and displays a gallery of memorabilia including props and costumes from Star Wars films.

Recognising almost everybody in the place as a player in his downfall, Nicholas flees with Catherine as hostage.

One final twist drives him to take his father’s way out, diving from the roof of the building.

The Game location: Nicholas crashes through the roof: Palace Hotel, New Montgomery Street, San Francisco | Photograph: Wikimedia / Dllu

He plunges through what turns out to be the extravagant, glass-roof of the Garden Court of the Palace Hotel, 2 New Montgomery Street in San Francisco’s Financial District.

This is the oldest grand luxury hotel in the city, and you’ll be delighted to hear, its glass remains intact. Outside the hotel, Nicholas finally discovers 'Catherine's' real name. Perhaps.